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Hotelling's T² 검정×공분산 다변량 분석 (MANCOVA)×
분야통계학통계학
계열Hypothesis testHypothesis test
기원 연도19311970
창시자Harold HotellingExtension of MANOVA and ANCOVA traditions; consolidated in multivariate textbooks by the 1970s–1980s
유형Multivariate parametric mean comparisonParametric multivariate mean comparison with covariate control
원전Hotelling, H. (1931). The Generalization of Student's Ratio. Annals of Mathematical Statistics, 2(3), 360–378. link ↗Tabachnick, B. G. & Fidell, L. S. (2019). Using Multivariate Statistics (7th ed.). Pearson. ISBN: 978-0134790541
별칭Hotelling T² Testi — Çok Değişkenli t-Testi, multivariate t-test, Hotelling T-squaredMANCOVA, multivariate ANCOVA, MANOVA with covariates, MANCOVA — Çok Değişkenli Kovaryans Analizi
관련65
요약Hotelling's T² test is a multivariate parametric hypothesis test that simultaneously compares the mean vectors of two independent groups across multiple continuous outcome variables. It was introduced by Harold Hotelling in 1931 as the direct multivariate generalization of Student's t-test, replacing the scalar mean difference with a vector difference scaled by the pooled variance-covariance matrix.MANCOVA (Multivariate Analysis of Covariance) is a parametric hypothesis test that simultaneously compares two or more groups on multiple continuous dependent variables while statistically controlling for one or more covariates. It extends MANOVA by incorporating covariate adjustment, a tradition consolidated in multivariate statistical methodology by the 1970s and authoritatively documented by Tabachnick and Fidell (2019).
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